Example for an external link redirect out of a WP menu (JS overlay, centered message, CSS).

ext-link-redirect.js

/** 
 * Essentially this could be used with any kind of JS library; in this case, it's ki.js ;)
 * Missing: Separate close button and "click anywhere on overlay to close (except the redirect link)"
 * 
 * @author Fabian Wolf (@link http://usability-idealist.de/)
 * @license GNU GPL v2
 */

$('.menu li.menu-item.ext-redirect').on('click', function(e) {
	e.preventDefault();
	var strRedirectURL = this.href;
	var strOverlay = '<div class="redirect-overlay"><div class="redirect-overlay-content">Redirect zu externem Anbieter<br /><a href="'+strRedirectURL+'">Nach 5 Sekunden geht es weiter - falls nicht, einfach diesen Link anklicken ..</a></div></div>';
	var overlayContentCSS = {'left':0,'top':0};
	
	// attach right behind the start of the body tag
	$('body')[0].insertAdjacentHTML('afterbegin', strOverlay);
	
	// calculate position of the overlay content
	overlayContentCSS.left = Math.round( (jQuery(window).width() - jQuery('.redirect-overlay-content').width() ) / 2 ) + 'px';
	overlayContentCSS.top =  Math.round( ( jQuery(window).height() - jQuery('.redirect-overlay-content').height() ) / 2 ) + 'px';
	
	// add css to the overlay content
	$('.redirect-overlay-content').css(overlayContentCSS);
	
	
	// fire up redirect timeout
	window.setTimeout( function() {
	    window.location.href = strRedirectURL;
	}, 5000 );
	
});

gistfile1.txt

/**
 * NOTE: I've intentionally NOT added a file name, because else Github Gist is using it as name of the gist, instead of the JS file, which would be the correct 'name'.
 */

.redirect-overlay {
    background: rgba(255,255,255,0.8);
    color: #000;
    width: 100%;
    height: 100%;
    display: block;
    position: fixed;
    z-index: 9999;
}

    .redirect-overlay-content {
        display: block;
        min-width: 250px;
        min-height: 100px;
        position: fixed;
        border: 1px solid #bbb;
        padding: 0.5em 1em;
    }